+41.8%
CVX vs IRE
-82.8%
+124.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.2% | -9.7% | +0.7% |
| 7D | -0.6% | +58.9% | -59.5% | +0.1% |
| 30D | +13.4% | +17.2% | -3.7% | +13.9% |
| 3M | +11.8% | -58.6% | +70.4% | +11.7% |
| 6M | +12.4% | -23.5% | +35.9% | +12.4% |
| YTD | +41.5% | -47.4% | +88.9% | +41.0% |
| All | +41.8% | -82.8% | +124.6% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling